Emotional connection first, leading to a physical connection.
Primarily an emotional thing, but once you love someone there is a certain ammount of subconscious affection, which could be described as a physical connection. The physical connection has nothing to do with sex, but I guess you could argue that at the root of our being instinct tells us to reproduce, so we want to reproduce with whom we love. Sex has a totally different meaning now, though, and instinct has been pushed aside. I think you can have an emotional connection without a sexual one.
As for spiritual, I think that's a little far-fetched myself.